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Base Technique Package#

This package contains the foundational abstract classes and helper mixins for all pricing techniques.

  • BaseTechnique: The abstract base class that all pricing techniques must inherit from.
  • LatticeTechnique: A specialized abstract base class for all tree-based methods, providing common logic for Greek calculations.
  • GreekMixin: Provides default numerical implementations for option Greeks (Delta, Gamma, Vega, Theta, Rho).
  • IVMixin: Provides a default implementation for calculating implied volatility.
  • PricingResult: A simple data container for returning pricing results.
  • RandomUtils: Utilities for generating correlated random numbers for Monte Carlo simulations.